it just means ATT doesn't have any SIM services applications installed on your phone. Most likely because your using an unlocked phone that you didn't purchase directly from ATT. So there isnt any carrier bloatware on your phone. If your phone and data are working fine then your SIM isn't damaged. No worries

Neither AT&T or T-Mobile offer SIM Toolkit services. Some other GSM providers have things like mobile banking or cell phone reloading as SIM services so if you were to use one of their SIMs then the feature would be available there.